Dr. Adu Sakyi September 28, 2020: CSCP 265 Operations Research

DR.
ADU SAKYI
September 28, 2020
CSCP 265 Operations Research

CONTENT
Outline
Introduction
History
Stages of Development of Operations Research
Relationship between the Manager and O.R. Specialist
O.R. Tools and Techniques
linear programming
Basic Definitions
Linear Programming Problem formulation
Graphical analysis of linear programming
1
Outline
OUTLINE (BEFORE MIDSEM)
• Introduction; history of operations research, stages

and development of operations research,
relationship between the Manager and Operations
Research Specialist, applications of operations
research.
• Introduction to linear programming and problem
formulation, formulation with different types of
constraints.
• Graphical analysis of linear programming, graphical
linear programming solution, unbounded solutions,
infeasible solution.
2
OUTLINE (BEFORE MIDSEM)
• Basics of Simplex Method; basic solution, basic

feasible solution.
• Simplex method computation, simplex method with
more than two variables.
• Two phase and M-method; Multiple solutions,
unbounded solution, infeasible solution
3
RECOMMENDED TEXTBOOKS
• Hamdy A. T.(2011). Operations Research: An

Introduction, 9th. Edition, Boston, Prentice Hall.
• Frederick S. H. and Gerald J. L.(2005). Introduction to
Operations Research, 8th. (International) Edition,
Boston, MA:McGraw-Hill.
• Michael P.(2003). Tools for Thinking: Modelling in
Management Science, 2nd. Chichester, Edition J.
Wiley and Sons Ltd.
4
Introduction
INTRODUCTION
• Operations Research(O.R) is a discipline that that

deals with the application of advanced analytical
methods to help make better decisions.
5
INTRODUCTION

• Any research producing practically usable knowledge
? evidence, findings, information
5
INTRODUCTION


which can improve program implementation
? effectiveness, efficiency, quality, access, scale-up,
sustainability
5
INTRODUCTION


which can improve program implementation
? effectiveness, efficiency, quality, access, scale-up,
sustainability
regardless of the type of research
? design, methodology,approach
falls within the the boundaries of operations
research.
5
INTRODUCTION
Thus O.R. specialists are involved in three classical aspect

of science, they are as follows:
6
INTRODUCTION

(i) Determining the systems behaviour.

(ii) Analyzing the systems behaviour by developing
appropriate models.
(iii) Predict the future behaviour using these models.
6
INTRODUCTION

(i) Determining the systems behaviour.

(ii) Analyzing the systems behaviour by developing
appropriate models.
(iii) Predict the future behaviour using these models.
Assignment: Explain why it is important as a computer

science student to learn O.R. giving five Industrial
applications.
6
HISTORY OF OPERATIONS RESEARCH
Began in the UK in the late 1930’s during World War II,

when a team of British scientists set out to assess the
best utilization of war material based on scientific
principles rather than on ad hoc rules. After the war, the
ideas advanced in military operations were adapted to
improve efficiency and productivity in the civilian sector
7
STAGES OF DEVELOPMENT OF OPERATIONS RESEARCH
Also known as phases and process of O.R, which has six

steps arranged in the following order:
8
STAGES OF DEVELOPMENT OF OPERATIONS RESEARCH
Also known as phases and process of O.R, which has six

steps arranged in the following order:
• Step I: Observe the problem environment

• Step II: Analyze and define the problem
• Step III: Develop a model
• Step IV: Select appropriate data input
• Step V: Provide a solution and test its reasonableness
• Step VI: Implement the solution
8
RELATIONSHIP BETWEEN THE MANAGER AND O.R. SPE-
CIALIST
The key responsibility of manager is decision making. The

role of the O.R. specialist is to help the manager make
better decisions.
9
CIALIST

better decisions.
• Manager: Recognize from organizational symptoms
that a problem exists.
9
CIALIST

better decisions.
• Manager and O.R. Specialist: Decide what variables
are involved; state the problem in quantitative
relationships among the variables.
9
CIALIST

better decisions.
• Manager and O.R. Specialist: Decide what variables
are involved; state the problem in quantitative
relationships among the variables.
• O.R. Specialist: Investigate methods for solving the
problems as stated above; determine appropriate
quantitative tools to be used.
9
CIALIST
• O.R. Specialist: Attempt solutions to the problems;

find various solutions; state assumptions underlying
these solutions; test alternative solutions.
10
CIALIST

• Manager and O.R. Specialist: Determine which
solution is most effective because of practical
constraints within the organization; decide what the
solution means for the organization.
10
CIALIST

• Manager: Choose the solution to be used
10
CIALIST

• Manager: Choose the solution to be used
• Manager and O.R. Specialist: ‘Sell’ the decision to
operating managers; get their understanding and
cooperation
10
O.R. TOOLS AND TECHNIQUES
• linear programming, game theory, decision theory,

queuing theory, inventory models and simulation.
• non-linear programming, integer programming,
dynamic programming, sequencing theory, Markov
process, network scheduling, symbolic Model,
information theory, and value theory.
11
LECTURE 2
12
linear programming
DEFINITIONS
Linear programming
Linear programming is a constrained optimization

technique, which optimize some criterion within
some constraints i.e. uses a mathematical model to
describe the problem of concern.
13
DEFINITIONS
Linear programming
Linear programming is a constrained optimization

technique, which optimize some criterion within
some constraints i.e. uses a mathematical model to
describe the problem of concern.
• Thus, linear programming involves the planning of

activities to obtain an optimal result.
• In Linear programming the objective function (profit,
loss or return on investment) and constraints are
linear.
13
DEFINITIONS
Objective function
Is a means to maximize (or minimize) something.

This something is a numerical value: in the real
world it could be the cost of a project, a production
quantity, profit value etc.
14
DEFINITIONS
Objective function
Is a means to maximize (or minimize) something.

This something is a numerical value: in the real
world it could be the cost of a project, a production
quantity, profit value etc.
constraints
A limitation or restrictions
14
LINEAR PROGRAMMING PROBLEM FORMULATION
• The linear programming problem formulation is

illustrated through a product mix problem . The
product mix problem occurs in an industry where it
is possible to manufacture a variety of products.
• A product has a certain margin of profit per unit, and
uses a common pool of limited resources. In this
case the linear programming technique identifies the
products combination which will maximize the profit
subject to the availability of limited resource
constraints.
15
Example
Suppose an industry is manufacturing two types of

products P1 and P2. The profits per Kg of the two
products are Ghc.30 and Ghc.40 respectively. These
two products require processing in three types of
machines. The following table shows the available
machine hours per day and the time required on
each machine to produce one Kg of P1 and P2. For-
mulate the problem in the form of linear program-
ming model
16
Profit(Kg) P1(Ghc30) P2(Ghc40) Total Machine hours/day
Machine 1 3 2 600
Machine 2 3 5 800
Machine 3 5 6 1100
17
Machine 1 3 2 600
Machine 2 3 5 800
Machine 3 5 6 1100
Solution
Introduce the decision variable as follows:
Let
x1 = amount of P1
x2 = amount of P2
Machine 1 3 2 600
Machine 2 3 5 800
Machine 3 5 6 1100
Solution
Introduce the decision variable as follows:
Let
x1 = amount of P1
x2 = amount of P2
In order to maximize profits, we establish the objec-
tive function as 30x1 + 40x2
17
constraints:
For machine 1; 1kg requires 3hrs processing time for P1
and 2hrs for P2. Knowing that the total available machine
hours/day is 600, the first constraints can be expressed
as
18
constraints:
as
3x1 + 2x2 ≤ 600
18
constraints:
as
3x1 + 2x2 ≤ 600

Similarly, corresponding to machine 2 and 3 the
constraints are
3x1 + 5x2 ≤ 800
5x1 + 6x2 ≤ 1100
18
In addition to the above there is no negative production

x1 ≥ 0 ; x2 ≥ 0
19
In addition to the above there is no negative production

x1 ≥ 0 ; x2 ≥ 0
Thus, the product mix problem in the linear programming
model is as follows:
maximize
30x1 + 40x2
subject to:
3x1 + 2x2 ≤ 600
3x1 + 5x2 ≤ 800
5x1 + 6x2 ≤ 1100
x1 ≥, x2 ≥ 0
19
Exercise 1: 5 minutes
A company owns two flour mills viz. A and B, which have
different production capacities for high, medium and low
quality flour. The company has entered a contract to sup-
ply flour to a firm every month with at least 8, 12 and 24
quintals of high, medium and low quality respectively. It
costs the company Ghc.2000 and Ghc.1500 per day to run
mill A and B respectively. On a day, Mill A produces 6, 2
and 4 quintals of high, medium and low quality flour, Mill
B produces 2, 4 and 12 quintals of high, medium and low
quality flour respectively. Formulate the problem in the
form of a LP model for the number of days per month
it should operate the mill in order to meet the contract
order most economically. 20
Exercise 1: Solution
Let us define x1 and x2 as the mills A and B. The linear
programming problem is given by:
Minimize
2000x1 + 1500x2
subject to:
6x1 + 2x2 ≥ 8
2x1 + 4x2 ≥ 12
4x1 + 12x2 ≥ 24
x1 ≥, x2 ≥ 0
21
GRAPHICAL ANALYSIS OF LINEAR PROGRAMMING
This section shows how a two-variable linear

programming problem is solved graphically, which is
illustrated as follows:
22
This section shows how a two-variable linear

programming problem is solved graphically, which is
illustrated as follows:
Half Plane
A linear inequality in two variables is called as a half
plane.
Boundary
The corresponding equality (line) is called the

boundary of the half plane
22
Closed Half Plane

Half plane with its boundary is called as a closed
half plane.
23
Closed Half Plane

Half plane with its boundary is called as a closed
half plane.
feasible Solution
Any non-negative value of x1 , x2 that is x1 ≥ 0 and
x2 ≥ 0 is known as feasible solution of the linear
programming problem if it satisfies all the existing
constraints.
feasible region
The collection of all the feasible solution is called as

23
the feasible region.
A two variable linear programming problem can be easily

solved graphically. The method is simple but the
principle of solution is depends on certain analytical
concepts, they are:
24
A two variable linear programming problem can be easily

solved graphically. The method is simple but the
principle of solution is depends on certain analytical
concepts, they are:
Convex Region
A region R is convex if and only if for any two points

on the region R the line connecting those points lies
entirely in the region R.
24
Extreme Point
The extreme point E of a convex region R is a point
such that it is not possible to locate two distinct
points in R, so that the line joining them will include
E. The extreme points are also called corner points
or vertices
25
An illustrative example
Maximize
Z = 3x1 + 5x2
subject to the restrictions:
x1 ≤ 4
2x2 ≤ 12
3x1 + 2x2 ≤ 18
x1 ≥, x2 ≥ 0
26
Shaded area shows values of (x1 , x2 ) allowed by x1 ≥ 0,

x2 ≥ 0, x1 ≤ 4.
27
Shaded area shows the set of permissible values of

(x1 , x2 ), called the feasible region.
28
The value of (x1 , x2 ) that maximizes 3x1 + 5x2 is (2, 6)
29

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September 28, 2020

CSCP 265 Operations Research

• Introduction; history of operations research, stages

• Basics of Simplex Method; basic solution, basic

• Hamdy A. T.(2011). Operations Research: An

• Operations Research(O.R) is a discipline that that

• Operations Research(O.R) is a discipline that that

? evidence, findings, information

• Operations Research(O.R) is a discipline that that

? evidence, findings, information

• Operations Research(O.R) is a discipline that that

? evidence, findings, information

Thus O.R. specialists are involved in three classical aspect

Thus O.R. specialists are involved in three classical aspect

(i) Determining the systems behaviour.

Thus O.R. specialists are involved in three classical aspect

(i) Determining the systems behaviour.

Assignment: Explain why it is important as a computer

Began in the UK in the late 1930’s during World War II,

Also known as phases and process of O.R, which has six

Also known as phases and process of O.R, which has six

• Step I: Observe the problem environment

The key responsibility of manager is decision making. The

The key responsibility of manager is decision making. The

The key responsibility of manager is decision making. The

The key responsibility of manager is decision making. The

• O.R. Specialist: Attempt solutions to the problems;

• O.R. Specialist: Attempt solutions to the problems;

• O.R. Specialist: Attempt solutions to the problems;

• O.R. Specialist: Attempt solutions to the problems;

• linear programming, game theory, decision theory,

Linear programming is a constrained optimization

Linear programming is a constrained optimization

• Thus, linear programming involves the planning of

Is a means to maximize (or minimize) something.

Is a means to maximize (or minimize) something.

• The linear programming problem formulation is

Suppose an industry is manufacturing two types of

3x1 + 2x2 ≤ 600

3x1 + 2x2 ≤ 600

In addition to the above there is no negative production

In addition to the above there is no negative production

This section shows how a two-variable linear

This section shows how a two-variable linear

The corresponding equality (line) is called the

Closed Half Plane

Closed Half Plane

The collection of all the feasible solution is called as

A two variable linear programming problem can be easily

A two variable linear programming problem can be easily

A region R is convex if and only if for any two points

Shaded area shows values of (x1 , x2 ) allowed by x1 ≥ 0,

Shaded area shows the set of permissible values of

The value of (x1 , x2 ) that maximizes 3x1 + 5x2 is (2, 6)

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